Results 41 to 50 of about 1,637,948 (328)
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions [PDF]
, 2014 For a stochastic differential equation(SDE) driven by a fractional Brownian motion(fBm) with Hurst parameter $H>\frac{1}{2}$, it is known that the existing (naive) Euler scheme has the rate of convergence $n^{1-2H}$. Since the limit $H\rightarrow\frac{1}{
Yaozhong Hu, Yanghui Liu, D. Nualart
semanticscholar +1 more source
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients [PDF]
Mathematics of Computation, 2013 We consider the Euler-Maruyama approximation for multi-dimensional stochastic differential equations with irregular coefficients. We provide the rate of strong convergence where the possibly discontinuous drift coefficient satisfies a one-sided Lipschitz
H. Ngo, Daichi Taguchi
semanticscholar +1 more source
Kuwait Journal of ScienceIn this work, we investigate some approximation properties of blending type univariate and bivariate Schurer-Kantorovich operators based on shape parameter λ ∈ [−1, 1]. We evaluate some moment estimates and obtain several direct theorems.
Reşat Aslan
doaj +1 more source
Demonstratio Mathematica, 2014 The pointwise estimates of the deviations r T͂n,A,Bf (·) - f͂͂ (·) and T͂n,A,Bf (·) - f͂͂ (·,ε) in terms of moduli of continuity ω̃f and r ω̃f are proved. Analogical results on norm approximation with remarks and corollary are also given.
Łenski Włodzimierz, Szal Bogdan
doaj +1 more source
Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms
, 2006 The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic approximation ...
Mokkadem, Abdelkader, Pelletier, Mariane
core +2 more sources
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence [PDF]
, 2010 We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical measure of ...
Pagès, Gilles, Panloup, Fabien
core +5 more sources
Rate of Convergence in Bootstrap Approximations
The Annals of Probability, 1988 X\({}_ 1,X_ 2,..\). are iid random variables with zero mean and variance 1. Let C denote the collection \((X_ 1,...,X_ n)\), and let \((X_ 1^*,...,X_ n^*)\) be a collection drawn at random from C, by sampling with replacement. Define \[ \bar X=n^{- 1}\sum^{n}_{j=1}X_ j,\quad \bar X^*=n^{- 1}\sum^{n}_{j=1}X_ j^*,\quad {\hat \sigma}^ 2=n^{- 1}\sum^{n}_{j=
openaire +3 more sources
Approximation in variation by the Meyer-König and Zeller operators; pp. 88–97 [PDF]
Proceedings of the Estonian Academy of Sciences, 2011 The convergence in variation and the rate of approximation of the Meyer-König and Zeller operators are discussed. It is proved that for absolutely continuous functions the rate of approximation can be estimated via the total variation.
Andi Kivinukk, Tarmo Metsmägi
doaj +1 more source
Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations [PDF]
, 2006 We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency.
Barles, Guy, Jakobsen, Espen R.
core +4 more sources
Journal of Chemical Physics, 2020 Charge transfer rate constants were calculated for the carotenoid-porphyrin-C60 (CPC60) molecular triad dissolved in explicit tetrahydrofuran. The calculation was based on mapping the all-atom anharmonic Hamiltonian of this system onto the spin-boson ...
Zhengqing Tong +5 more
semanticscholar +1 more source